Lévy Prokhorov Metric
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Please note that the content of this book primarily consists of articles available from Wikipedia or other free sources online. In mathematics, the Lévy-Prokhorov metric (sometimes known just as the Prokhorov metric) is a metric (i.e., a definition of distance) on the collection of probability measures on a given metric space. It is named after the French mathematician Paul Pierre Lévy and the Soviet mathematician Yuri Vasilevich Prokhorov; Prokhorov introduced it in 1956 as a generalization of the earlier Lévy metric.Some authors omit one of the two inequalities or choose only open or clos...
Please note that the content of this book primarily consists of articles available from Wikipedia or other free sources online. In mathematics, the Lévy-Prokhorov metric (sometimes known just as the Prokhorov metric) is a metric (i.e., a definition of distance) on the collection of probability measures on a given metric space. It is named after the French mathematician Paul Pierre Lévy and the Soviet mathematician Yuri Vasilevich Prokhorov; Prokhorov introduced it in 1956 as a generalization of the earlier Lévy metric.Some authors omit one of the two inequalities or choose only open or closed A; either inequality implies the other, but restricting to open/closed sets changes the metric so defined.
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